It depends what I'm doing. I've fallen in love with Workflowy for capturing ideas and keeping track of what needs to be done in my various projects. Free and easy - I've grown to like it enough that I'd happily pay a bit to keep using it (that's a hint to the Workflowy guys if they're around). For writing longer things, whatever the purpose, I still have enormous collections of txt's and rtf's hidden peppering my hard drive and many many saved drafts in various blogs. When it comes to creative writing I enjoy using pen and paper, but since it often needs to end up in digital form at one point or another I sometimes skip that step.

When it comes to diagrams, though, nothing beats pen and paper. I have long given up any hope of finding them later, though - all but the most important diagrams are destined for the recycling bin from the get-go. That's an approach I picked up from the 37signals blog or one of their presentations somewhere, and I highly recommend it. I no longer worry about making it legible or easy to understand, I just dump my ideas onto the page. For extremely important diagrams, I suppose I could then scan it before throwing the hard copy away, but I can't remember ever doing that. In the context of web development, sketched diagrams have always been a short term intermediate step for me - my code may not be as clear or well-documented as it should be (I try!) but it's still more obvious and less hassle than my chicken-scratch diagrams.